+233.7%
ASTS vs MCK
+761.6%
-528.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.4% | -7.9% | -5.4% |
| 7D | +0.8% | +4.0% | -3.1% | +1.0% |
| 30D | -22.6% | +12.9% | -35.6% | -22.4% |
| 3M | -54.4% | +28.9% | -83.3% | -54.2% |
| 6M | -56.4% | +49.9% | -106.3% | -56.4% |
| YTD | -55.1% | +34.8% | -90.0% | -54.7% |
| 1Y | -46.9% | +30.8% | -77.8% | -46.4% |
| 3Y | +715.0% | +137.4% | +577.6% | +679.9% |
| 5Y | +153.7% | +403.3% | -249.6% | +120.2% |
| All | +233.7% | +761.6% | -528.0% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MCK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling